Net return -99.5% · drawdown 99.5% · 452 closed positions
Searching for profit that survives costs
80,738 unique configurations in this batch; 80 finalists received full and recent stress replays. Starting cash: ৳100,000. Data through 2026-10-13. Compute: local connected computer.
Full historical period: 2009-11-16 → 2026-10-13 (16.9 years). Selected finalist annualized return: -27.0%. This annualized figure describes the historical raw-price simulation.
This batch was tuned on 2024–2026 stress results. Those results are in-sample and cannot validate future profitability. No global maximum across all possible strategies has been established. Corporate-action adjustments remain incomplete.
Choose profit with more trades
Jump to the highest historical NAV that meets a minimum completed-position count. The saved frontier covers this trade-off.
Profit versus completed positions
Each dot is a finalist. Horizontal = full-history completed positions; vertical = full-history net return. Select a dot to inspect it.
Teal: positive recent stress return. Rose: zero or negative recent stress return.
#65 · Flow: Range flow
Net return -58.7% · drawdown 65.2% · 77 closed positions
Net return -71.0% · drawdown 72.5% · 57 closed positions
Variant 0; fixed stop 4.0%; maximum 15 sessions; gate None; continuous signal; exit all bearish; trailing arms at 2.0%, distance 3.5%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳7
Unsettled৳0
Holdings৳477
NAV৳484
Realized P&L৳-99,506
Unrealized P&L৳-10
Fees৳44,847
Friction৳20,530
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳7.11e-11. Normal replay: 0.44% commission plus 0.2% base friction per side, modeled impact and T+3. Stress doubles commission/base friction and uses T+5. These are research assumptions.
All fills for finalist #65
905 fills, including partial sales. Page 6.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2018-07-30 | BUY | 11 | 390.2 | 18.89 | 8.59 | -4,319.68 | 0 |
| 2018-08-02 | SELL | 11 | 390 | 18.88 | 8.59 | 4,262.53 | -57.15 |
| 2018-08-07 | BUY | 11 | 376 | 18.2 | 8.28 | -4,162.48 | 0 |
| 2018-08-12 | SELL | 11 | 364 | 17.62 | 8.02 | 3,978.37 | -184.11 |
| 2018-08-16 | BUY | 11 | 369.5 | 17.88 | 8.14 | -4,090.52 | 0 |
| 2018-08-26 | SELL | 11 | 375 | 18.15 | 8.26 | 4,098.59 | 8.06 |
| 2018-08-29 | BUY | 10 | 391.5 | 17.23 | 7.84 | -3,940.07 | 0 |
| 2018-09-04 | SELL | 10 | 385.6 | 16.97 | 7.72 | 3,831.31 | -108.76 |
| 2018-09-09 | BUY | 10 | 384 | 16.9 | 7.69 | -3,864.59 | 0 |
| 2018-09-12 | SELL | 10 | 380.2 | 16.73 | 7.62 | 3,777.66 | -86.93 |
| 2018-09-18 | BUY | 10 | 368.1 | 16.2 | 7.38 | -3,704.57 | 0 |
| 2018-09-23 | SELL | 10 | 358.2 | 15.76 | 7.18 | 3,559.06 | -145.51 |
| 2018-09-26 | BUY | 10 | 367 | 16.15 | 7.35 | -3,693.5 | 0 |
| 2018-10-01 | SELL | 10 | 372.4 | 16.39 | 7.46 | 3,700.15 | 6.66 |
| 2018-10-04 | BUY | 10 | 374.9 | 16.5 | 7.51 | -3,773 | 0 |
| 2018-10-09 | SELL | 10 | 359.6 | 15.82 | 7.2 | 3,572.98 | -200.03 |
| 2018-10-14 | BUY | 9 | 365.5 | 14.47 | 6.59 | -3,310.56 | 0 |
| 2018-10-17 | SELL | 9 | 362.6 | 14.36 | 6.53 | 3,242.51 | -68.05 |
| 2018-10-24 | BUY | 9 | 372 | 14.73 | 6.71 | -3,369.44 | 0 |
| 2018-10-29 | SELL | 9 | 384 | 15.21 | 6.92 | 3,433.87 | 64.44 |
| 2018-11-04 | BUY | 9 | 382 | 15.13 | 6.89 | -3,460.01 | 0 |
| 2018-11-07 | SELL | 9 | 375 | 14.85 | 6.76 | 3,353.39 | -106.62 |
| 2018-11-12 | BUY | 9 | 379 | 15.01 | 6.83 | -3,432.84 | 0 |
| 2018-11-15 | SELL | 9 | 368 | 14.57 | 6.63 | 3,290.79 | -142.05 |
| 2018-11-22 | BUY | 9 | 358.2 | 14.18 | 6.46 | -3,244.44 | 0 |
| 2018-11-27 | SELL | 9 | 362.8 | 14.37 | 6.54 | 3,244.29 | -0.15 |
| 2018-12-05 | BUY | 9 | 362.4 | 14.35 | 6.53 | -3,282.49 | 0 |
| 2018-12-10 | SELL | 9 | 362.1 | 14.34 | 6.53 | 3,238.03 | -44.45 |
| 2018-12-17 | BUY | 9 | 356.3 | 14.11 | 6.42 | -3,227.23 | 0 |
| 2018-12-20 | SELL | 9 | 356 | 14.1 | 6.42 | 3,183.48 | -43.75 |
| 2018-12-27 | BUY | 8 | 361 | 12.71 | 5.79 | -2,906.49 | 0 |
| 2019-01-03 | SELL | 8 | 365 | 12.85 | 5.85 | 2,901.3 | -5.19 |
| 2019-01-09 | BUY | 8 | 382 | 13.45 | 6.12 | -3,075.57 | 0 |
| 2019-01-14 | SELL | 8 | 391 | 13.76 | 6.26 | 3,107.97 | 32.41 |
| 2019-01-21 | BUY | 8 | 387 | 13.62 | 6.2 | -3,115.82 | 0 |
| 2019-01-24 | SELL | 8 | 391.3 | 13.77 | 6.27 | 3,110.36 | -5.46 |
| 2019-01-29 | BUY | 7 | 411 | 12.66 | 5.76 | -2,895.42 | 0 |
| 2019-02-03 | SELL | 7 | 398.2 | 12.26 | 5.58 | 2,769.56 | -125.86 |
| 2019-02-06 | BUY | 7 | 403.6 | 12.43 | 5.65 | -2,843.28 | 0 |
| 2019-02-11 | SELL | 7 | 405 | 12.47 | 5.67 | 2,816.85 | -26.43 |
| 2019-02-14 | BUY | 7 | 395 | 12.17 | 5.53 | -2,782.7 | 0 |
| 2019-02-19 | SELL | 7 | 376 | 11.58 | 5.27 | 2,615.15 | -167.55 |
| 2019-02-25 | BUY | 7 | 386.8 | 11.91 | 5.42 | -2,724.93 | 0 |
| 2019-03-03 | SELL | 7 | 393.5 | 12.12 | 5.51 | 2,736.87 | 11.94 |
| 2019-03-06 | BUY | 7 | 391.6 | 12.06 | 5.49 | -2,758.75 | 0 |
| 2019-03-11 | SELL | 7 | 385.8 | 11.88 | 5.4 | 2,683.31 | -75.43 |
| 2019-03-19 | BUY | 7 | 389 | 11.98 | 5.45 | -2,740.43 | 0 |
| 2019-03-24 | SELL | 7 | 398 | 12.26 | 5.58 | 2,768.17 | 27.73 |
| 2019-03-28 | BUY | 7 | 410 | 12.63 | 5.74 | -2,888.37 | 0 |
| 2019-04-02 | SELL | 7 | 417 | 12.84 | 5.84 | 2,900.31 | 11.94 |
| 2019-04-09 | BUY | 7 | 373 | 11.49 | 5.22 | -2,627.71 | 0 |
| 2019-04-15 | SELL | 7 | 369.8 | 11.39 | 5.18 | 2,572.03 | -55.68 |
| 2019-04-18 | BUY | 7 | 372.5 | 11.47 | 5.22 | -2,624.19 | 0 |
| 2019-04-24 | SELL | 7 | 374.8 | 11.54 | 5.25 | 2,606.81 | -17.38 |
| 2019-04-29 | BUY | 7 | 365.5 | 11.26 | 5.12 | -2,574.88 | 0 |
| 2019-05-05 | SELL | 7 | 361.9 | 11.15 | 5.07 | 2,517.08 | -57.79 |
| 2019-05-15 | BUY | 8 | 346 | 12.18 | 5.54 | -2,785.72 | 0 |
| 2019-05-20 | SELL | 8 | 350.1 | 12.32 | 5.61 | 2,782.87 | -2.86 |
| 2019-05-28 | BUY | 8 | 341.8 | 12.03 | 5.48 | -2,751.91 | 0 |
| 2019-06-13 | SELL | 8 | 360.3 | 12.68 | 5.78 | 2,863.94 | 112.03 |
| 2019-06-19 | BUY | 7 | 363.9 | 11.21 | 5.1 | -2,563.61 | 0 |
| 2019-06-24 | SELL | 7 | 359.2 | 11.06 | 5.04 | 2,498.3 | -65.31 |
| 2019-06-27 | BUY | 7 | 363.5 | 11.2 | 5.1 | -2,560.79 | 0 |
| 2019-07-03 | SELL | 7 | 364.9 | 11.24 | 5.12 | 2,537.95 | -22.85 |
| 2019-07-08 | BUY | 7 | 351.7 | 10.83 | 4.93 | -2,477.66 | 0 |
| 2019-07-11 | SELL | 7 | 333 | 10.26 | 4.67 | 2,316.08 | -161.59 |
| 2019-07-17 | BUY | 7 | 330 | 10.16 | 4.63 | -2,324.79 | 0 |
| 2019-07-22 | SELL | 7 | 325.3 | 10.02 | 4.56 | 2,262.52 | -62.27 |
| 2019-07-25 | BUY | 7 | 323 | 9.95 | 4.53 | -2,275.47 | 0 |
| 2019-07-30 | SELL | 7 | 326.8 | 10.07 | 4.58 | 2,272.95 | -2.52 |
| 2019-08-18 | BUY | 8 | 318 | 11.19 | 5.09 | -2,560.29 | 0 |
| 2019-08-22 | SELL | 8 | 324 | 11.4 | 5.19 | 2,575.4 | 15.12 |
| 2019-08-27 | BUY | 8 | 314.5 | 11.07 | 5.04 | -2,532.11 | 0 |
| 2019-09-01 | SELL | 8 | 312.1 | 10.99 | 5 | 2,480.81 | -51.29 |
| 2019-09-08 | BUY | 8 | 295.5 | 10.4 | 4.73 | -2,379.14 | 0 |
| 2019-09-12 | SELL | 8 | 305.1 | 10.74 | 4.89 | 2,425.17 | 46.04 |
| 2019-09-17 | BUY | 8 | 309.9 | 10.91 | 4.96 | -2,495.07 | 0 |
| 2019-09-22 | SELL | 8 | 364 | 12.81 | 5.83 | 2,893.35 | 398.28 |
| 2019-09-25 | BUY | 8 | 358 | 12.6 | 5.73 | -2,882.33 | 0 |
| 2019-09-30 | SELL | 8 | 357.9 | 12.6 | 5.73 | 2,844.87 | -37.46 |
| 2019-10-06 | BUY | 8 | 347 | 12.21 | 5.56 | -2,793.77 | 0 |
| 2019-10-10 | SELL | 8 | 333.5 | 11.74 | 5.34 | 2,650.92 | -142.85 |
| 2019-10-20 | BUY | 8 | 317 | 11.16 | 5.08 | -2,552.23 | 0 |
| 2019-10-23 | SELL | 8 | 321.6 | 11.32 | 5.15 | 2,556.33 | 4.09 |
| 2019-10-30 | BUY | 8 | 321.2 | 11.31 | 5.15 | -2,586.05 | 0 |
| 2019-11-04 | SELL | 8 | 315.1 | 11.09 | 5.05 | 2,504.66 | -81.39 |
| 2019-11-11 | BUY | 8 | 315.9 | 11.12 | 5.06 | -2,543.38 | 0 |
| 2019-11-14 | SELL | 8 | 310.1 | 10.92 | 4.97 | 2,464.92 | -78.46 |
| 2019-11-19 | BUY | 8 | 311.5 | 10.96 | 4.99 | -2,507.96 | 0 |
| 2019-11-24 | SELL | 8 | 321.34 | 11.31 | 5.15 | 2,554.3 | 46.35 |
| 2019-11-28 | BUY | 8 | 320 | 11.26 | 5.12 | -2,576.39 | 0 |
| 2019-12-03 | SELL | 8 | 311.4 | 10.96 | 4.99 | 2,475.25 | -101.14 |
| 2019-12-08 | BUY | 8 | 309.8 | 10.9 | 4.96 | -2,494.27 | 0 |
| 2019-12-11 | SELL | 8 | 298.4 | 10.5 | 4.78 | 2,371.92 | -122.35 |
| 2019-12-17 | BUY | 8 | 297.2 | 10.46 | 4.76 | -2,392.82 | 0 |
| 2019-12-22 | SELL | 8 | 293 | 10.31 | 4.69 | 2,328.99 | -63.83 |
| 2019-12-29 | BUY | 8 | 284.3 | 10.01 | 4.56 | -2,288.96 | 0 |
| 2020-01-02 | SELL | 8 | 281.8 | 9.92 | 4.52 | 2,239.96 | -49 |
| 2020-01-13 | BUY | 9 | 253 | 10.02 | 4.56 | -2,291.58 | 0 |
| 2020-01-16 | SELL | 9 | 231.5 | 9.17 | 4.17 | 2,070.16 | -221.42 |